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NameSurnameTitleAuthorsSession 1Session 2
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DanieleAngeliniRoughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov DistributionSergio Bianchi and Daniele AngeliniX
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LucaAnzilliTowards Fairer Sanction Systems: Income-Based Models with Aggregation FunctionsLuca Anzilli, Marta Cardin and Silvio GioveX
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GiovannaApicellaA neural network model approach to longevity risk managementGiovanna Apicella, Michele La Rocca, Cira Perna and Marilena SibilloX
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MariannaBrunettiNudging ESG investments: results from a lab-in-the-field experiment in Italy"Beatrice Bertelli, Marianna Brunetti, Costanza Torricelli, Mariangela ZoliX
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VincenzoCandilaOn the Importance of ESG Pillars in Asset Allocation: Evidence from 10,000 Simulated PortfoliosLuigi Aldieri, Alessandra Amendola, Vincenzo CandilaX
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MartaCardinMultidimensional inequality and measurement of Social Well-BeingLuca Anzilli, Marta Cardin and Silvio GioveX
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MariarosariaCoppolaRethinking the Indexation of Retirement Age: Cohort vs. Period Life ExpectancyMariarosaria Coppola, Maria Russolillo and Rosaria SimoneX
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FaustoCorradinA Comparison of Data-driven Scoring Performance IndicatorsRoberto Casarin, Fausto Corradin and Antonio PeruzziX
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VitoD'AmatoFHS-VaR and Market Risk: Strategies for Effective Risk Measurement and ManagementMichele Bonollo, Vito Damato, Federico Luce X
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AntonioDi BariQuantification of Operational Flexibility in Wastewater Treatment ProjectsMarta Biancardi, Antonio Di Bari and Giovanni VillaniX
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Anna PiaDi IorioBacktesting Expected Shortfall for Bitcoin: A Joint Combined LSTM-Based ApproachGiovanni De Luca, Anna Pia Di Iorio and Andrea MontaninoX
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VincenzoDi SauroTemperature forecast for weather derivatives with Neural NetworkStefania Corsaro, Vincenzo Di Sauro, Zelda Marino and Salvatore ScognamiglioX
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GirolamoFranchettiRecent Transformations in Global Life Expectancy: A Trajectory PerspectiveGirolamo Franchetti, Massimiliano Politano and Giovanna Di LorenzoX
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LorenzoFrattarolo Climate Litigation Risk: Comparing Linear and Non Linear Losses of InsurancesLorenzo FrattaroloX
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StefanoHerzelOption Hedging Through Reinforcement LearningStefano Herzel, Paolo Pigato and Federico GiorgiX
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FeridoonKoohi-Kamali
Static and Dynamic Panel Data Analysis of Private US Insurance for Climate Disasters
Feridoon Koohi-KamaliX
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GiuliaMagniReverse mortgages: Exploring the impact of risk factors by sourceDi Lorenzo Emilia, Magni Giulia and Sibillo MarilenaX
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StevenMphayaDeep Learning for Tabular Data: Application to Credit Risk ModelingSteven Mphaya, Marialuisa Restaino and Michele La RoccaX
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AntonioNaimoliScaling the Tails: Intraday Quantiles for forecasting Value-at-Risk and Expected ShortfallAntonio Naimoli, Ostap Okhrin and Giuseppe StortiX
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PaolaParaggioModeling economic recovery via diffusion processes with multisigmoidal logistic mean subject to random catastrophesPaola Paraggio and Sabina MustoX
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Raffaele ClementePetrellaClimate-related Extensions of the Lee-Carter ModelImma Lory Aprea, Francesca Perla, Raffaele Clemente Petrella, Mariafortuna Pietroluongo and Salvatore ScognamiglioX
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AlbertoPiscitelliAddressing Long-Term Care Risk through Pension-Linked Insurance: A Stochastic Approach Using Severance Pay SchemeAlberto PiscitelliX
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SerenaPulciniHigh-Profile GDPR Fines and their financial impact on listed firms: an exploratory analysisAlbina Orlando, Serena PulciniX
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MarialuisaRestainoUnderstanding ESG similarities and disparities across countries: a firm-level statistical analysisMarcella Niglio, Marialuisa Restaino, Steven MphayaX
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AlbaRovielloUnderstanding and attitudes toward Reverse Mortgage in Italy: cognitive dissonance and future concernsAlba Roviello and Emilia Di LorenzoX
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TesfayeSalarinNews under the microscope: a comparison of price impact of trades around anticipated and unanticipated news-driven eventsTesfaye Salarin, Silvia Bartolucci, Tomaso Aste, Flavio BazzanaX
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SofiaSarubboDelay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General DataMarco Pirra, Fabio Viviano and Sofia SarubboX
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IlariaStefaniParameter Stability in Yield Curve FittingIlaria Stefani, Lorenzo Mercuri, Andrea Perchiazzo and Edit RrojiX
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FabioVivianoModeling Health and Disability Trajectories in Later Life: A Multi-State Approach Using HRS DataDomenico De Giovanni, Massimiliano Menzietti, Marco Pirra and Fabio VivianoX
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